DZ Bank Call 72.5 BNR 20.09.2024
/ DE000DJ20T19
DZ Bank Call 72.5 BNR 20.09.2024/ DE000DJ20T19 /
| 2024-06-18 8:24:34 AM |
Chg.+0.010 |
Bid9:35:01 AM |
Ask9:35:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.070EUR |
+16.67% |
0.084
Bid Size: 50,000 |
0.094
Ask Size: 50,000 |
BRENNTAG SE NA O.N. |
72.50 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
DJ20T1 |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
72.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
58.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.19 |
| Parity: |
-0.79 |
| Time value: |
0.11 |
| Break-even: |
73.60 |
| Moneyness: |
0.89 |
| Premium: |
0.14 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.04 |
| Spread %: |
57.14% |
| Delta: |
0.23 |
| Theta: |
-0.02 |
| Omega: |
13.69 |
| Rho: |
0.04 |
Quote data
| Open: |
0.070 |
| High: |
0.070 |
| Low: |
0.070 |
| Previous Close: |
0.060 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.50% |
| 1 Month |
|
|
-61.11% |
| 3 Months |
|
|
-91.36% |
| YTD |
|
|
-94.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.090 |
0.060 |
| 1M High / 1M Low: |
0.160 |
0.060 |
| 6M High / 6M Low: |
1.480 |
0.060 |
| High (YTD): |
2024-03-01 |
1.480 |
| Low (YTD): |
2024-06-17 |
0.060 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.076 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.090 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.795 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
313.97% |
| Volatility 6M: |
|
177.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
